Senior Modeler - Hybrid ALM & Risk Analytics

Transamerica Corporation; Northern (KY); Hybrid; USD 106,000 - 125,000; Full time

Benefits offered by this job

Competitive pay

Benefits package

Bonus eligible

401k matching

Employee stock purchase plan

Job summary

Transamerica is seeking a quantitative Modeling professional for the Treasury, Capital Management and Asset Liability Management function. Build and analyze sophisticated models for insurance products and portfolios to improve risk-adjusted returns, leveraging actuarial, financial, statistical and data science methods.

You will collaborate across ALM, risk, and valuation teams, apply advanced modeling techniques, and support governance and controls.

Qualifications

• Bachelor’s degree in a technical/quantitative discipline; statistics, math, actuarial science, computer science, economics, engineering, or finance.
• Five years modeling experience (or three with Master’s) with expert knowledge in at least one product such as insurance liability, asset valuation, derivatives modeling, liquidity management, machine learning or AI.
• Good understanding of investment and finance concepts, and ability to apply them to analytical problems.

Responsibilities

• Support modeling activities on insurance liabilities, fixed-income assets and derivatives in actuarial systems (AXIS/ALFA/MoSes).
• Model and quantify risks including equity and interest rate sensitivities, cash flow variability, credit, and liquidity risks.
• Collaborate with stakeholders from valuation, ALM, risk management and financial reporting.

Education

Bachelor’s degree in a technical/quantitative discipline such as statistics, math, actuarial science, computer science, economics, engineering, or a related business field such as finance

Tools

C++/C#/Python

MoSes/AXIS/ALFA

SAS

R

SPSS

Job description

Transamerica is seeking a quantitative Modeling professional for the Treasury, Capital Management and Asset Liability Management function. Build and analyze sophisticated models for insurance products and portfolios to improve risk-adjusted returns, leveraging actuarial, financial, statistical and data science methods.

You will collaborate across ALM, risk, and valuation teams, apply advanced modeling techniques, and support governance and controls.